Analyzing public opinions towards products, services and social events is an important but challenging task. Despite the remarkable successes of deep neural networks in sentiment analysis, these approaches do not make full use of the prior sentiment knowledge (e.g., sentiment lexicon, negation words, intensity words). In this paper, we propose a Sentiment-Aware Attention Network (SAAN) to boost the performance of sentiment analysis, which adopts a three-step strategy to learn the sentiment-specific sentence representation. First, we employ a word-level mutual attention mechanism to model word-level correlation. Next, a phrase-level convolutional attention is designed to obtain phrase-level correlation. Finally, a sentence-level multi-head attention mechanism is proposed to capture various sentimental information from different subspaces. The experiments on Movie Review (MR) and Stanford Sentiment Treebank (SST) show that our model consistently outperform the previous methods for sentiment analysis.